+131.7%
CMRE vs SPY
+723.7%
-592.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +5.3% | +2.6% | +2.7% | +2.6% |
| 30D | -8.6% | -2.0% | -6.7% | -7.0% |
| 3M | -6.4% | -2.8% | -3.6% | -4.1% |
| 6M | -18.9% | +2.1% | -21.0% | -21.1% |
| YTD | -13.1% | +11.5% | -24.6% | -22.2% |
| 1Y | -6.7% | +13.5% | -20.1% | -17.9% |
| 3Y | +66.4% | +77.7% | -11.3% | -6.8% |
| 5Y | +20.7% | +72.6% | -51.9% | -30.7% |
| 10Y | +190.2% | +308.2% | -118.0% | -27.3% |
| All | +131.7% | +723.7% | -592.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling